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Chapter 3 Term Structure of Interest Rates: Empirical Properties and Classical Theories

FIXED-INCOME SECURITIES. Chapter 3 Term Structure of Interest Rates: Empirical Properties and Classical Theories. Outline. Types of TS Shapes of the TS Dynamics of the TS Stylized Facts Theories of the TS. Types of Term Structures.

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Chapter 3 Term Structure of Interest Rates: Empirical Properties and Classical Theories